-9.0%
PBH vs VT
+217.6%
-226.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | -9.2% | -0.1% | -9.1% | -8.7% |
| 30D | -6.8% | -3.1% | -3.7% | -4.5% |
| 3M | -15.2% | -3.5% | -11.7% | -12.9% |
| 6M | -14.4% | +0.5% | -14.9% | -14.9% |
| YTD | -27.1% | +10.8% | -37.9% | -32.2% |
| 1Y | -25.6% | +11.9% | -37.5% | -31.4% |
| 3Y | -22.0% | +73.0% | -95.0% | -47.0% |
| 5Y | -27.6% | +58.6% | -86.2% | -48.2% |
| 10Y | -9.0% | +219.2% | -228.2% | -64.3% |
| All | -9.0% | +217.6% | -226.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling